AAUTX vs. SCHX
Compare and contrast key facts about Thrivent Large Cap Value Fund (AAUTX) and Schwab U.S. Large-Cap ETF (SCHX).
AAUTX is managed by Thrivent. It was launched on Oct 29, 1999. SCHX is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Total Stock Market Index. It was launched on Nov 3, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AAUTX or SCHX.
Key characteristics
| AAUTX | SCHX | |
|---|---|---|
| YTD Return | 16.41% | 24.70% |
| 1Y Return | 29.42% | 41.33% |
| 3Y Return (Ann) | 8.79% | 11.20% |
| 5Y Return (Ann) | 13.07% | 18.29% |
| 10Y Return (Ann) | 9.10% | 15.82% |
| Sharpe Ratio | 2.57 | 3.20 |
| Sortino Ratio | 3.58 | 4.21 |
| Omega Ratio | 1.45 | 1.58 |
| Calmar Ratio | 2.63 | 3.43 |
| Martin Ratio | 16.65 | 20.88 |
| Ulcer Index | 1.69% | 1.92% |
| Daily Std Dev | 10.93% | 12.53% |
| Max Drawdown | -55.77% | -34.33% |
| Current Drawdown | -0.28% | 0.00% |
Correlation
The correlation between AAUTX and SCHX is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
AAUTX vs. SCHX - Performance Comparison
In the year-to-date period, AAUTX achieves a 16.41% return, which is significantly lower than SCHX's 24.70% return. Over the past 10 years, AAUTX has underperformed SCHX with an annualized return of 9.10%, while SCHX has yielded a comparatively higher 15.82% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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AAUTX vs. SCHX - Expense Ratio Comparison
AAUTX has a 0.86% expense ratio, which is higher than SCHX's 0.03% expense ratio.
Risk-Adjusted Performance
AAUTX vs. SCHX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Thrivent Large Cap Value Fund (AAUTX) and Schwab U.S. Large-Cap ETF (SCHX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
AAUTX vs. SCHX - Dividend Comparison
AAUTX's dividend yield for the trailing twelve months is around 2.77%, more than SCHX's 2.42% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AAUTX Thrivent Large Cap Value Fund | 2.77% | 3.22% | 6.12% | 7.62% | 6.33% | 1.52% | 7.44% | 1.08% | 1.18% | 1.08% | 4.44% | 0.88% |
SCHX Schwab U.S. Large-Cap ETF | 2.42% | 3.50% | 3.30% | 3.11% | 2.45% | 3.86% | 3.45% | 3.40% | 6.26% | 2.04% | 4.35% | 2.50% |
Drawdowns
AAUTX vs. SCHX - Drawdown Comparison
The maximum AAUTX drawdown since its inception was -55.77%, which is greater than SCHX's maximum drawdown of -34.33%. Use the drawdown chart below to compare losses from any high point for AAUTX and SCHX. For additional features, visit the drawdowns tool.
Volatility
AAUTX vs. SCHX - Volatility Comparison
The current volatility for Thrivent Large Cap Value Fund (AAUTX) is 2.35%, while Schwab U.S. Large-Cap ETF (SCHX) has a volatility of 2.51%. This indicates that AAUTX experiences smaller price fluctuations and is considered to be less risky than SCHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.